+3.0%
SM vs RCAT
-99.6%
+102.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.4% | +7.9% | +1.5% |
| 7D | -19.5% | -5.6% | -13.9% | -19.5% |
| 30D | -20.2% | -27.0% | +6.8% | -20.1% |
| 3M | -6.5% | -57.9% | +51.4% | -6.1% |
| 6M | +1.6% | -59.4% | +61.0% | +1.9% |
| YTD | +61.2% | -46.9% | +108.2% | +61.4% |
| 1Y | +65.4% | -54.0% | +119.4% | +65.5% |
| 3Y | -13.0% | +378.4% | -391.4% | -14.1% |
| 5Y | -4.3% | +61.9% | -66.2% | -5.3% |
| 10Y | +3.0% | -99.6% | +102.6% | +5.5% |
| All | +3.0% | -99.6% | +102.6% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling